HSY catena di opzioni The Hershey Company
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±23.0% (135.55–216.45) · ATM IV 29.0% · P/C open interest 0.47
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 80.00 | 85.00 | 38.2% | 0.98 | 0.0010 | 0.000 | 95 | 0 | 3.20 | 41.9% | -0.04 | 0.0012 | -0.007 | ||||
| 76.00 | 80.00 | 38.4% | 0.97 | 0.0013 | 0.000 | 100 | 0 | 3.20 | 39.0% | -0.04 | 0.0014 | -0.008 | ||||
| 71.50 | 75.40 | 37.5% | 0.96 | 0.0016 | 0.000 | 105 | 0.9000 | 2.30 | 36.2% | -0.05 | 0.0017 | -0.009 | ||||
| 67.00 | 70.80 | 36.3% | 0.95 | 0.0019 | -0.002 | 110 | 1.20 | 2.60 | 35.1% | -0.07 | 0.0021 | -0.010 | ||||
| 62.50 | 66.50 | 35.4% | 0.93 | 0.0023 | -0.003 | 115 | 1.60 | 3.10 | 34.4% | -0.08 | 0.0024 | -0.011 | ||||
| 58.00 | 61.90 | 33.6% | 0.92 | 0.0027 | -0.005 | 120 | 2.10 | 3.60 | 33.5% | -0.09 | 0.0028 | -0.013 | ||||
| 54.00 | 58.00 | 33.7% | 0.90 | 0.0032 | -0.007 | 125 | 2.70 | 4.20 | 32.8% | -0.11 | 0.0033 | -0.014 | ||||
| 50.00 | 54.00 | 33.3% | 0.88 | 0.0037 | -0.009 | 130 | 3.40 | 5.00 | 32.2% | -0.13 | 0.0038 | -0.015 | ||||
| 46.00 | 49.40 | 31.7% | 0.86 | 0.0042 | -0.011 | 135 | 4.20 | 6.00 | 31.8% | -0.16 | 0.0043 | -0.017 | ||||
| 42.50 | 45.60 | 2 | 31.6% | 0.83 | 0.0047 | -0.013 | 140 | 5.20 | 7.10 | 31.4% | -0.18 | 0.0048 | -0.018 | |||
| 38.50 | 42.90 | 1 | 31.8% | 0.81 | 0.0052 | -0.015 | 145 | 6.40 | 8.30 | 30.9% | -0.21 | 0.0054 | -0.020 | |||
| 35.50 | 38.20 | 30.6% | 0.78 | 0.0058 | -0.017 | 150 | 7.70 | 9.80 | 1 | 30.6% | -0.24 | 0.0059 | -0.021 | |||
| 31.80 | 34.90 | 29.9% | 0.74 | 0.0063 | -0.019 | 155 | 9.20 | 11.40 | 2 | 30.3% | -0.27 | 0.0064 | -0.022 | |||
| 28.80 | 31.70 | 29.6% | 0.71 | 0.0067 | -0.020 | 160 | 10.90 | 13.20 | 2 | 1 | 30.0% | -0.31 | 0.0069 | -0.023 | ||
| 25.90 | 28.70 | 29.3% | 0.67 | 0.0072 | -0.021 | 165 | 12.80 | 15.20 | 1 | 29.8% | -0.34 | 0.0073 | -0.024 | |||
| 23.30 | 25.90 | 29.1% | 0.64 | 0.0075 | -0.022 | 170 | 14.80 | 17.30 | 1 | 29.4% | -0.38 | 0.0077 | -0.024 | |||
| 20.80 | 23.40 | 28.9% | 0.60 | 0.0078 | -0.023 | 175 | 17.10 | 19.60 | 3 | 29.1% | -0.42 | 0.0080 | -0.024 | |||
| 18.40 | 21.00 | 28.6% | 0.56 | 0.0080 | -0.024 | 180 | 19.60 | 22.20 | 28.9% | -0.46 | 0.0083 | -0.024 | ||||
| 16.40 | 18.80 | 28.5% | 0.52 | 0.0081 | -0.024 | 185 | 22.30 | 25.00 | 1 | 28.8% | -0.50 | 0.0084 | -0.024 | |||
| 14.40 | 16.80 | 1 | 28.3% | 0.48 | 0.0082 | -0.024 | 190 | 25.10 | 27.80 | 28.4% | -0.54 | 0.0086 | -0.024 | |||
| 13.20 | 14.90 | 4 | 28.4% | 0.45 | 0.0082 | -0.024 | 195 | 28.20 | 31.00 | 28.3% | -0.58 | 0.0086 | -0.023 | |||
| 10.90 | 13.30 | 3 | 27.8% | 0.41 | 0.0081 | -0.024 | 200 | 31.30 | 34.30 | 28.0% | -0.62 | 0.0086 | -0.023 | |||
| 8.10 | 10.40 | 27.4% | 0.34 | 0.0077 | -0.022 | 210 | 38.30 | 41.50 | 27.8% | -0.69 | 0.0084 | -0.021 | ||||
| 6.40 | 8.20 | 27.6% | 0.28 | 0.0071 | -0.021 | 220 | 45.90 | 48.80 | 26.9% | -0.76 | 0.0079 | -0.018 | ||||
| 4.80 | 6.40 | 6 | 27.5% | 0.23 | 0.0064 | -0.018 | 230 | 54.20 | 56.80 | 26.2% | -0.82 | 0.0073 | -0.015 | |||
| 3.50 | 5.10 | 27.5% | 0.19 | 0.0056 | -0.016 | 240 | 62.50 | 67.00 | 27.0% | -0.88 | 0.0075 | -0.014 | ||||
| 2.50 | 4.10 | 27.6% | 0.15 | 0.0049 | -0.014 | 250 | 71.50 | 75.30 | -0.94 | 0.0089 | -0.017 | |||||
| 1.80 | 3.40 | 27.8% | 0.12 | 0.0042 | -0.013 | 260 | 81.50 | 86.50 | -0.98 | 0.0037 | -0.024 | |||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 17, 2027
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.